: The finest resolution of backfills that Interactive Brokers TWS offers is 1-second bars ( see TWS API docs. Please also note that Topic! Note that for proper operation the "Last" price (the price of last trade) is required. For Windows XP, Vista, Windows 7, Windows NT,. During backfilling a tooltip pops up informing the user about symbol being currently backfilled and plugin status color changes to light blue (turquoise) as shown below. Backfill of multiple symbols is performed sequentially (one at a time) due to limitations of TWS. You should ask your brokerage/real-time data vendor if they offer DDE link. Correction is needed because without it we would end up having incorrect total volume (sometimes real trades may have same events so multiple real ticks may have same price/size, unfortunatelly there is no way to detect whenever it is real trade or duplicate generated. Unfortunatelly this code was using single-byte-at-a-time read from socket and it was terrible performance hog when backfills were longer than one day. The current system time is used to timestamp each tick.
For that you should make. AmiBroker is very flexible as regards the datasources that can be u sed to feed data to the program. C or cash for currencies (Forex) I or IND for indices. This is provided to shorten symbols for instruments"d in non-US currencies so they fit within maximum. Real Time data provider for all platform like Amibroker, Metastock, NinjaTrad er, Metatrader.
If your data source does not provide "last" price (most of forex sources don't have "last you can force DDE plugin to use "Bid" instead. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown. View Full Risk Disclosure. Also, since the trades have not been executed, trading impostare strategie timing the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. IB throttles backfills and you can not send more than 60 requests within 5 minutes (it equals to one month of 1-minute data for 12 symbols only). DDE uses a client/server model in which the application requesting data is considered the client and the application providing data is considered the server. Eurusd Ask Size: Bid: Field! Many real-time data providers and brokerages provide ability to get real-time data by means of DDE. Most documentation of DDE uses Excel DDE syntax which looks as follows: servertopic!